ProShares Ultra S&P500 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.48% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5088 | 3.17 | |
| 0.1465 | 7.79 | |
| 0.8011 | 38.57 | |
| -0.3677 | -2.67 | |
| 0.3398 | 1.80 | |
| 0.2665 | 1.84 | |
| -0.6211 | -2.24 | |
| 0.7769 | 2.23 | |
| -0.6770 | -2.38 | |
| 0.5414 | 1.65 | |
| -0.4019 | -1.27 |
Estimation Period:
Jun 21, 2006 to Feb 6, 2026
Jun 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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